The Normal

Distribution
Bryan Rosales Ancio
Normal Random Variable X can be considered a normal variable when it
has a probability density function of the form

Where is the expected value (mean), is the standard deviation, , and .

 Asymptotic to x-axis
 Maximum point at
 Mean, median and mode are all equal
 The area is equal to 1.
 50% to the right and 50% to left.
Example 1: Find the standard deviation of the normal distribution where
99.7% of the values fall between 52 and 82.

Solution:

𝜇+3𝜎=82 𝜇−3 𝜎=52

67+3𝜎=82 or 67−3𝜎=52
3𝜎=82−67 −3 𝜎=52−67
3 𝜎 =15 −3 𝜎=−15
𝜎 =5 𝜎 =5
Example 2: Assume that 68.3% of Grade 11 students have heights
between 1.5m and 1.7m and the data are normally distributed.
a. Find the mean.
b. Compute the standard deviation.
c. Construct the normal curve of the normal distribution.
Solution:

a. , ,
c.
c.
2
(1.4 −(1.6 ) )
1 −
2 (0.1)
2

𝑓 (1.4 ) = (2.178) ≈ 0.0 5 3 99

(0.1) √ 2(3.14) 2
( 1.5 −(1.6 ) )
1 −
2(0.1)
2

𝑓 (1.5 )= (2.178) ≈ 2 . 4197

( 0.1) √ 2( 3.14) 2
( 1.6 −(1.6 ))
1 −
2(0.1 )
2

(
𝑓 1.6 =) (2.178) ≈ 3 . 9894
(0.1) √ 2 (3.14)
X 1.3 1.4 1.5 1.6 1.7 1.8 1.9
y 0.0443 0.05399 2.4197 3.9894 2.4197 0.05399 0.0443

The graph is the book page 86.

The Standard Normal Distribution
Suppose the normal variable Z is a standard normal variable. Then
and and the probability density function for Z is given by.

2
( 𝑥 −𝜇 )
1 −
2𝜎
2

𝑓 ( 𝑥 )= 𝑒
𝜎 √2 𝜋
The table is in the book page 88 - 89.
Example 3. Find the area under the
standard normal curve between 0
and 2.04
Solution:

Therefore, the area between 0 and

2.04 is 0.4793 or 47.93%
Example 4. Find the area under the
standard normal curve between -1.83
and 0
Solution:

Therefore, the area between -1.83

and 0 is 0.4664 or 46.64%
Example 4. Find the area under the standard normal curve between -1.83 and 1.
Solution:
Example 5. Find the area
under the standard normal
curve between -2 and -1.
 Example 5. Find the area
under the standard normal
curve between and 1.35.

𝑃 ( − ∞ ≤ 𝑍 ≤1.35 )=𝑃 ( 𝑍 ≤ 1.35 ) =𝑃 (− ∞ ≤ 𝑍 ≤ 0)+ 𝑃 (0 ≤ 𝑍 ≤ 1.35)=¿

 Standardizing Any Normal Distribution

Z-score from Any Normal Variable

Given a normal random variable X with mean and standard deviation ,
each value of the variable can be transformed into -scores using the formula.
Example 6: A random variable X has a mean of 4 and standard deviation of 2.
Find the corresponding z-score for .

Solution:

Therefore, if you asked to get the value of the expression for a normal
random variable X with a normal distribution having a mean and a defined
standard deviation , then if and only if .
Example 7: Find with and .
Solution:

Example 8: A normal distribution has a mean of 10.2 and a standard deviation of 1.8.
Find .
Solution:
Example 9: The normal distribution for the variable X has a mean of 7 and a standard
deviation of 4. Find .

Solution:

25.78%